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An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia
McAleer, Michael; Huang, Bing-wen; Kuo, Hsiao-i; Chen, … - 2008
Persistent link: https://www.econbiz.de/10003780438
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Modelling sustainable international tourism demand to the Brazilian Amazon
Divino, José Angelo (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780439
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Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780792
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Expert opinion versus expertise in forecasting
Franses, Philip Hans (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780793
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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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The Ten Commandments for optimizing Value-at-Risk and daily capital charges
McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780795
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Does the FOMC have expertise, and can it forecast?
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2008
Persistent link: https://www.econbiz.de/10003893359
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A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2008
Under the Basel II Accord, banks and other Authorized Deposit-taking Institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of Value-at-Risk (VaR) models to measure risk. Sometimes the risk estimates...
Persistent link: https://www.econbiz.de/10003893363
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A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan; McAleer, Michael - 2008
Persistent link: https://www.econbiz.de/10003893426
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Moment-bases estimation of smooth transition regression models with endogenous variables
Dutra Areosa, Waldyr; McAleer, Michael; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003893429